+148.8%
UMC vs KMB
+436.3%
-287.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.4% |
| 7D | -8.3% | +6.0% | -14.3% | -10.3% |
| 30D | -34.5% | +13.5% | -48.0% | -37.8% |
| 3M | -20.0% | +3.8% | -23.7% | -21.7% |
| 6M | -0.7% | +15.6% | -16.3% | -8.1% |
| YTD | +94.7% | +14.0% | +80.7% | +81.0% |
| 1Y | +106.0% | +12.9% | +93.0% | +91.9% |
| 3Y | +124.3% | +3.7% | +120.6% | +109.5% |
| 5Y | +78.0% | -0.1% | +78.0% | +65.9% |
| 10Y | +1,225.9% | +41.1% | +1,184.8% | +842.8% |
| All | +148.8% | +436.3% | -287.5% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling